I know it makes little difference to a project but, assuming you use #defined header guards for your C++ code, what format do you use? e.g. assuming a header called f
I've also always used something along the lines of:
#ifndef FOO_HPP
#define FOO_HPP 1
...
#endif
As most people have mentioned, don't prepend symbols with double underscores as that is reserved by the C++ standard for internal use by the implementation.
You might like to look at John Lakos's excellent book "Large Scale C++ Software Design" (Amazon link - sanitised for the script kiddy link nazis) for some considerations regarding header includes.
HTH
cheers,
Rob